NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 93.53 93.06 -0.47 -0.5% 91.00
High 93.90 94.02 0.12 0.1% 94.35
Low 92.45 92.58 0.13 0.1% 90.25
Close 93.33 92.98 -0.35 -0.4% 93.56
Range 1.45 1.44 -0.01 -0.7% 4.10
ATR 1.75 1.73 -0.02 -1.3% 0.00
Volume 133,620 71,273 -62,347 -46.7% 533,828
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 97.51 96.69 93.77
R3 96.07 95.25 93.38
R2 94.63 94.63 93.24
R1 93.81 93.81 93.11 93.50
PP 93.19 93.19 93.19 93.04
S1 92.37 92.37 92.85 92.06
S2 91.75 91.75 92.72
S3 90.31 90.93 92.58
S4 88.87 89.49 92.19
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 105.02 103.39 95.82
R3 100.92 99.29 94.69
R2 96.82 96.82 94.31
R1 95.19 95.19 93.94 96.01
PP 92.72 92.72 92.72 93.13
S1 91.09 91.09 93.18 91.91
S2 88.62 88.62 92.81
S3 84.52 86.99 92.43
S4 80.42 82.89 91.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.35 92.28 2.07 2.2% 1.42 1.5% 34% False False 104,420
10 94.35 89.41 4.94 5.3% 1.83 2.0% 72% False False 101,296
20 94.35 89.41 4.94 5.3% 1.69 1.8% 72% False False 63,605
40 94.35 81.81 12.54 13.5% 1.75 1.9% 89% False False 43,961
60 94.35 81.81 12.54 13.5% 1.66 1.8% 89% False False 33,572
80 94.35 79.25 15.10 16.2% 1.65 1.8% 91% False False 27,740
100 94.35 77.94 16.41 17.6% 1.61 1.7% 92% False False 23,546
120 94.35 74.98 19.37 20.8% 1.45 1.6% 93% False False 20,098
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.14
2.618 97.79
1.618 96.35
1.000 95.46
0.618 94.91
HIGH 94.02
0.618 93.47
0.500 93.30
0.382 93.13
LOW 92.58
0.618 91.69
1.000 91.14
1.618 90.25
2.618 88.81
4.250 86.46
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 93.30 93.15
PP 93.19 93.09
S1 93.09 93.04

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These figures are updated between 7pm and 10pm EST after a trading day.

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